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SPRE vs. HAUZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRE vs. HAUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global REIT Sharia ETF (SPRE) and Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPRE achieves a 7.88% return, which is significantly higher than HAUZ's -1.22% return.


SPRE

1D
0.73%
1M
-1.70%
YTD
7.88%
6M
8.62%
1Y
10.66%
3Y*
6.67%
5Y*
1.62%
10Y*

HAUZ

1D
0.07%
1M
-3.88%
YTD
-1.22%
6M
0.04%
1Y
6.64%
3Y*
7.56%
5Y*
-1.07%
10Y*
3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRE vs. HAUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
7.88%3.07%2.11%9.40%-29.48%44.78%0.73%
HAUZ
Xtrackers International Real Estate ETF
-1.22%22.70%-5.44%6.29%-22.24%9.82%-0.48%

Correlation

The correlation between SPRE and HAUZ is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2020

0.64

The correlation between SPRE and HAUZ has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

SPRE vs. HAUZ - Sectors Allocation Comparison


Sectors
SPRE
HAUZ

Real Estate

84.4%
96.5%

Basic Materials

5.0%
0.1%

Utilities

0.4%
0.1%

Financial Services

0.1%
0.3%

Consumer Cyclical

-

0.3%

Consumer Defensive

-

0.0%

Energy

-

0.0%

Healthcare

-

0.0%

Industrials

-

1.3%

Technology

-

0.1%

Communication Services

-0.0%
1.2%

Real Estate

SPRE
84.4%
HAUZ
96.5%

Basic Materials

SPRE
5.0%
HAUZ
0.1%

Utilities

SPRE
0.4%
HAUZ
0.1%

Financial Services

SPRE
0.1%
HAUZ
0.3%

Consumer Cyclical

SPRE

-

HAUZ
0.3%

Consumer Defensive

SPRE

-

HAUZ
0.0%

Energy

SPRE

-

HAUZ
0.0%

Healthcare

SPRE

-

HAUZ
0.0%

Industrials

SPRE

-

HAUZ
1.3%

Technology

SPRE

-

HAUZ
0.1%

Communication Services

SPRE
-0.0%
HAUZ
1.2%

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Return for Risk

SPRE vs. HAUZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPRE
SPRE Risk / Return Rank: 2424
Overall Rank
SPRE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2222
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2727
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 1616
Overall Rank
HAUZ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1616
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1616
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1515
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPRE vs. HAUZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) and Xtrackers International Real Estate ETF (HAUZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SPREHAUZDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.49

+0.32

Sortino ratio

Return per unit of downside risk

1.19

0.79

+0.40

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.05

Calmar ratio

Return relative to maximum drawdown

1.15

0.56

+0.59

Martin ratio

Return relative to average drawdown

3.91

1.71

+2.20

SPRE vs. HAUZ - Sharpe Ratio Comparison

The current SPRE Sharpe Ratio is 0.81, which is higher than the HAUZ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of SPRE and HAUZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPREHAUZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.49

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.07

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.18

+0.07

Drawdowns

SPRE vs. HAUZ - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, roughly equal to the maximum HAUZ drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for SPRE and HAUZ.


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Drawdown Indicators


SPREHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-39.51%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-14.08%

+4.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.04%

-17.88%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-34.52%

-3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

Current Drawdown

Current decline from peak

-12.42%

-10.44%

-1.98%

Average Drawdown

Average peak-to-trough decline

-17.93%

-11.75%

-6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.59%

-1.76%

Volatility

SPRE vs. HAUZ - Volatility Comparison

The current volatility for SP Funds S&P Global REIT Sharia ETF (SPRE) is 3.87%, while Xtrackers International Real Estate ETF (HAUZ) has a volatility of 4.65%. This indicates that SPRE experiences smaller price fluctuations and is considered to be less risky than HAUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPREHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

4.65%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

11.41%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

13.80%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.74%

15.95%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

16.97%

+1.45%

SPRE vs. HAUZ - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is higher than HAUZ's 0.10% expense ratio.


Dividends

SPRE vs. HAUZ - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 3.86%, less than HAUZ's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
4.52%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%
SPRE
SP Funds S&P Global REIT Sharia ETF
3.86%4.10%4.13%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPRE and HAUZ have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAUZ has higher volatility (4.65%) compared to SPRE (3.87%). In terms of maximum drawdown, SPRE dropped -38.34% vs HAUZ's -39.51%.

On 5-year performance, SPRE leads with 1.62% vs -1.07% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, SPRE has been the lower-risk option at 3.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPRE has performed better with a 1.62% return vs -1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.69% for SPRE.

HAUZ has the higher dividend yield at 4.52%, compared with 3.86% for SPRE.

SPRE tracks S&P Global All Equity REIT Shariah Capped Index, while HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. They also come from different issuers: Toroso Investments and DWS. Their fees differ too: 0.69% for SPRE and 0.10% for HAUZ.

SPRE currently has the higher Sharpe Ratio (0.81 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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